lassoshooting: L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting

L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting is fast. This implementation can choose which coefficients to penalize. It support coefficient-specific penalities and it can take X'X and X'y instead of X and y.

AuthorTobias Abenius <Tobias.Abenius@Chalmers.se>
Date of publication2012-05-02 10:30:05
MaintainerTobias Abenius <Tobias.Abenius@Chalmers.se>
LicenseLGPL-3
Version0.1.5-1

View on CRAN

Files

lassoshooting
lassoshooting/MD5
lassoshooting/LICENSE
lassoshooting/R
lassoshooting/R/lassoshooting.R
lassoshooting/src
lassoshooting/src/Makevars
lassoshooting/src/ccd_r.c
lassoshooting/src/ccd.h
lassoshooting/src/ccd_common.c
lassoshooting/src/Makevars.win
lassoshooting/src/softthresh_r.c
lassoshooting/DESCRIPTION
lassoshooting/inst
lassoshooting/inst/po
lassoshooting/inst/po/C
lassoshooting/inst/po/C/LC_MESSAGES
lassoshooting/inst/po/C/LC_MESSAGES/lassoshooting.pot
lassoshooting/man
lassoshooting/man/softthresh.Rd lassoshooting/man/lassoshooting.Rd
lassoshooting/NAMESPACE
lassoshooting/ChangeLog

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.